On Spectral Analysis Using Models with Pre-specified Zeros

DOI10.1007/3-540-36106-5_24MaRDI QIDQ4451714zbMATH OpenOpenAlexFDO

Authors B. Wahlberg

Publication date 1 March 2004

Published in Directions in Mathematical Systems Theory and Optimization (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/3-540-36106-5_24

zbMATH Keywords

ARMA model estimationorthogonal rational functionsprediction error methodrational covariance extensionspectral analysis

Mathematics Subject Classification ID

Inference from stochastic processes and spectral analysis (62M15) Inference from stochastic processes and prediction (62M20) Frequency-response methods in control theory (93C80) Estimation and detection in stochastic control theory (93E10)

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(2)

• AR and ARMA spectral estimation
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